Option Price Chain 2007-05-02
Data From CBOE Download
A Lot of Put trading today, most of it I believe.
I don't believe any Volume number as #00# : Jul20 Puts, 08Jan30, 08Jan25
(however I note the 08Jan30 OI droppped by -999)
May13, Jun14 Puts probably real.
Excessive volume in Jun13 Puts, but they might be written.
Close = 13.63 +0.09 2007-05-02 19:29 ET
Close = 13.54 1-Day = 2007-05-01
Close = 14.65 5-Day = 2007-04-25
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 7271 3796 626 1.3
All Puts 4282 484 -2282 12.8
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 40600 2214 4183 1.64 Vol= 639
AMDEP 07 May 14.00 38924 7 -6 .26
WVVAD 08 Jan 20.00 35676 -339 90 .49
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 77014 0 3136 .08
VVVMB 09 Jan 10.00 62067 1141 8390 1.04 Vol= 150
WVVMC 08 Jan 15.00 52788 -225 -246 2.50
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDEP 07 May 14.00 38924 7 -6 .26 8063
AMDEO 07 May 13.00 10903 131 246 .87 4800
AMDFP 07 Jun 14.00 4646 699 2439 .61 2383
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDQO 07 May 13.00 16532 996 259 .17 7129
AMDRO 07 Jun 13.00 634 157 279 .42 7048
AMDSD 07 Jul 20.00 5443 0 -30 6.35 5004
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
0 0 0 .00 0 0
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDRO 07 Jun 13.00 634 157 279 .42 7048 6414
WVVMX 08 Jan 22.50 1335 0 -92 8.85 1504 169
WVVMG 08 Jan 35.00 500 0 0 21.35 504 4
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDEO 07 May 13.00 10903 131 246 .87 4800 418
AMDEP 07 May 14.00 38924 7 -6 .26 8063 210
AMDFP 07 Jun 14.00 4646 699 2439 .61 2383 145
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 2253 -999 -999 16.35 2009 3285
AMDSD 07 Jul 20.00 5443 0 -30 6.35 5004 3178
WVVME 08 Jan 25.00 2257 0 -379 11.35 2009 2280
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 40600 2214 4183 1.64 Vol= 639
AMDFC 07 Jun 15.00 8871 1502 3227 .28 Vol= 249
AMDFP 07 Jun 14.00 4646 699 2439 .61
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 26162 -1390 -125 .07
AMDJP 07 Oct 14.00 10581 -940 -953 1.45
VVVAH 09 Jan 40.00 9065 -746 -519 .05
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 62067 1141 8390 1.04 Vol= 150
AMDQO 07 May 13.00 16532 996 259 .17
WVVMB 08 Jan 10.00 28431 791 960 .54 Vol= 60
Top 3 1-Day Decrease in Put Open Interest Contracts
WVVMF 08 Jan 30.00 2253 -999 -999 16.35
VVVME 09 Jan 25.00 811 -623 -613 11.50
AMDSS 07 Jul 12.50 14099 -537 -1017 .52
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
VVVAE 09 Jan 25.00 15501 199 5546 .70 Vol= 55
WVVAC 08 Jan 15.00 40600 2214 4183 1.64 Vol= 639
AMDFC 07 Jun 15.00 8871 1502 3227 .28 Vol= 249
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDJP 07 Oct 14.00 10581 -940 -953 1.45
VVVAH 09 Jan 40.00 9065 -746 -519 .05
VVVAV 09 Jan 12.50 4047 20 -303 3.90 Vol= 0
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 62067 1141 8390 1.04 Vol= 150
WVVMA 08 Jan 5.00 77014 0 3136 .08
AMDRP 07 Jun 14.00 6238 399 2085 .91
Top 3 5-Day Decrease in Put Open Interest Contracts
VVVMV 09 Jan 12.50 22362 6 -1054 1.90 Vol= 0
AMDSS 07 Jul 12.50 14099 -537 -1017 .52
WVVMF 08 Jan 30.00 2253 -999 -999 16.35
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAC 08 Jan 15.00 40600 2214 1.64 $363K Vol= 1259
WVVAA 08 Jan 5.00 3313 117 8.75 $102K
AMDEM 07 May 11.00 1238 210 2.78 $58K Vol= 0
Top 3 $ Decrease in Call Open Interest
AMDJP 07 Oct 14.00 10581 -940 1.45 -$136K
WVVAD 08 Jan 20.00 35676 -339 0.49 -$17K
AMDEC 07 May 15.00 26162 -1390 0.07 -$10K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMB 09 Jan 10.00 62067 1141 1.04 $119K Vol= 150
WVVMB 08 Jan 10.00 28431 791 0.54 $43K Vol= 60
AMDVO 07 Oct 13.00 10443 349 1.14 $40K Vol= 9
Top 3 $ Decrease in Put Open Interest
WVVMF 08 Jan 30.00 2253 -999 16.35 -$1633K
VVVME 09 Jan 25.00 811 -623 11.50 -$716K
WVVMC 08 Jan 15.00 52788 -225 2.50 -$56K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
VVVMH 09 Jan 40.00 0 1134 0 1134 .05 6K
AMDQB 07 May 10.00 574 1077 0 1077 3.65 393K
WVVMI 08 Jan 45.00 0 730 0 730 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
QZAQD 07 May 20.00 1260 1404 0 1404 6.85 962K
QZAQX 07 May 22.50 53 1004 0 1004 9.35 939K
AMDQM 07 May 11.00 8879 850 0 850 .02 2K
Close = 13.63 +0.09 2007-05-02 19:29 ET
Close = 13.54 1-Day = 2007-05-01
Close = 14.65 5-Day = 2007-04-25
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.60 .00 0 1 0 0 0 | AMDQL 0.01 -.01 0 193 0 0 0
(07 May 10.00)AMDEB 3.65 .00 0 3734 0 0 0 | AMDQB 0.01 -.02 0 574 118 118 0
(07 May 11.00)AMDEM 2.78 .24 151 1238 210 205 58 | AMDQM 0.02 .01 0 8879 0 0 0
(07 May 13.00)AMDEO .87 .11 4800 10903 131 246 11 | AMDQO 0.17 -.05 7129 16532 996 259 17
13.63 Current
(07 May 14.00)AMDEP .26 .02 8063 38924 7 -6 0 | AMDQP 0.61 -.07 1573 13755 -450 -44 -27
(07 May 15.00)AMDEC .07 .00 814 26162 -1390 -125 -10 | AMDQC 1.37 -.18 472 4365 -357 -238 -49
(07 May 15.00)QZAEC .02 .00 0 6783 120 13 0 | QZAQC 1.87 .48 0 3466 0 20 0
(07 May 16.00)AMDEQ .03 -.01 142 4901 0 657 0 | AMDQQ 2.38 -.08 15 1077 -56 75 -13
(07 May 17.00)AMDEH .02 .00 41 3124 430 825 1 | AMDQH 3.30 1.10 0 274 -15 -50 -5
(07 May 17.50)QZAEW .01 .00 0 4886 0 0 0 | QZAQW 4.35 -.15 0 249 0 0 0
(07 May 18.00)AMDEI .00 .00 0 623 6 6 0 | AMDQI 4.25 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 2 0 2 0 | AMDQT 5.25 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 6.30 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 6.85 -.08 0 1260 0 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 9.35 -.08 0 53 0 -635 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.85 -1.15 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.85 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.85 -1.15 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jun 10.00)AMDFB 3.70 .00 0 80 0 15 0 | AMDRB 0.03 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 2.77 .00 0 35 15 35 4 | AMDRM 0.07 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 1.93 .12 330 1048 10 46 2 | AMDRN 0.18 -.03 189 304 27 158 0
(07 Jun 13.00)AMDFO 1.17 .14 462 1366 11 1227 1 | AMDRO 0.42 -.06 7048 634 157 279 7
13.63 Current
(07 Jun 14.00)AMDFP .61 .04 2383 4646 699 2439 43 | AMDRP 0.91 -.05 417 6238 399 2085 36
(07 Jun 15.00)AMDFC .28 .03 249 8871 1502 3227 42 | AMDRC 1.52 -.13 250 2120 164 299 25
(07 Jun 16.00)AMDFQ .13 -.01 75 3006 149 2286 2 | AMDRQ 2.42 -.06 10 53 0 15 0
(07 Jun 17.00)AMDFH .06 -.03 95 4198 0 905 0 | AMDRH 3.34 .81 10 10 0 10 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.80 .00 0 497 0 -17 0 | AMDSB 0.11 .02 645 8018 0 -38 0
(07 Jul 12.50)AMDGS 1.79 .06 137 4391 110 -134 20 | AMDSS 0.52 -.04 291 14099 -537 -1017 -28
13.63 Current
(07 Jul 14.00)AMDGP .95 .05 344 12454 469 389 45 | AMDSP 1.13 -.11 1222 13141 -327 -151 -37
(07 Jul 15.00)AMDGC .58 .05 430 34608 -25 1723 -1 | AMDSC 1.77 -.09 67 27182 -20 598 -4
(07 Jul 16.00)AMDGQ .34 .04 102 15934 50 1186 2 | AMDSQ 2.48 -.20 55 7944 30 -19 7
(07 Jul 17.50)AMDGW .13 .00 829 14407 21 -39 0 | AMDSW 3.96 -.04 17 10451 -3 -44 -1
(07 Jul 19.00)AMDGT .05 .00 0 4783 -4 -103 0 | AMDST 5.35 -.15 304 302 -1 -1 -1
(07 Jul 20.00)AMDGD .04 -.01 115 13313 -20 19 0 | AMDSD 6.35 -.15 5004 5443 0 -30 0
(07 Jul 22.50)AMDGU .00 .00 0 33011 70 178 0 | AMDSU 8.85 -.15 104 102 0 0 0
(07 Jul 25.00)AMDGE .00 .00 0 5379 0 0 0 | AMDSE 11.30 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 13.80 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.30 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.30 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 26.30 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.30 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 4.20 .10 4 834 0 0 0 | AMDVB 0.33 -.01 21 5428 11 18 0
(07 Oct 11.00)AMDJM 3.35 .00 0 615 0 0 0 | AMDVM 0.54 .18 510 9010 0 49 0
(07 Oct 12.00)AMDJN 2.50 -.10 10 2621 10 5 3 | AMDVN 0.79 -.01 404 13773 59 513 5
(07 Oct 13.00)AMDJO 2.05 .02 20 5578 6 -4 1 | AMDVO 1.14 -.04 9 10443 349 651 40
13.63 Current
(07 Oct 14.00)AMDJP 1.45 -.07 1 10581 -940 -953 -136 | AMDVP 1.60 -.07 32 6347 14 -259 2
(07 Oct 15.00)AMDJC 1.18 .08 192 10630 42 1077 5 | AMDVC 2.28 -.03 7 9110 -3 1665 -1
(07 Oct 16.00)AMDJQ .79 -.01 40 3307 25 1537 2 | AMDVQ 2.88 .44 25 470 0 -28 0
(07 Oct 17.00)AMDJH .57 .00 6 8425 83 338 5 | AMDVH 3.65 .65 0 354 0 -4 0
(07 Oct 18.00)AMDJI .42 .01 3 5816 32 159 1 | AMDVI 4.50 -.35 0 408 0 0 0
(07 Oct 20.00)AMDJD .22 .00 0 1973 1 77 0 | AMDVD 6.35 .55 0 449 0 0 0
(07 Oct 22.50)AMDJU .10 .00 0 760 0 0 0 | AMDVU 8.80 -.20 0 0 0 0 0
(07 Oct 25.00)AMDJE .05 .00 0 1935 0 56 0 | AMDVE 11.25 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .00 .00 0 1031 0 0 0 | AMDVF 16.25 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.75 .00 0 3313 117 232 102 | WVVMA 0.08 -.01 121 77014 0 3136 0
(08 Jan 10.00)WVVAB 4.50 .10 12 3909 -3 30 -1 | WVVMB 0.54 .01 60 28431 791 960 43
(08 Jan 12.50)WVVAV 2.83 .11 276 9937 82 133 23 | WVVMV 1.23 -.05 542 33098 -182 -100 -22
13.63 Current
(08 Jan 15.00)WVVAC 1.64 .11 639 40600 2214 4183 363 | WVVMC 2.50 -.08 1259 52788 -225 -246 -56
(08 Jan 17.50)WVVAW .90 .06 101 28248 238 629 21 | WVVMW 4.35 .35 2 25296 0 24 0
(08 Jan 20.00)WVVAD .49 .05 43 35676 -339 90 -17 | WVVMD 6.60 .45 30 21228 0 -125 0
(08 Jan 22.50)WVVAX .23 -.04 8 21464 7 27 0 | WVVMX 8.85 -.15 1504 1335 0 -92 0
(08 Jan 25.00)WVVAE .17 .01 10 16119 27 -26 0 | WVVME 11.35 -.15 2009 2257 0 -379 0
(08 Jan 27.50)WVVAY .09 .00 0 10438 3 88 0 | WVVMY 13.75 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .08 .01 71 21387 39 19 0 | WVVMF 16.35 -.15 2009 2253 -999 -999 -1633
(08 Jan 35.00)WVVAG .02 .00 0 12222 8 8 0 | WVVMG 21.35 -.15 504 500 0 0 0
(08 Jan 40.00)WVVAH .00 .00 0 7928 0 20 0 | WVVMH 26.25 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .00 .00 0 4006 0 0 0 | WVVMI 31.25 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .00 .00 0 6319 0 10 0 | WVVMJ 36.25 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 46.25 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 56.25 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 66.25 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.20 .45 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.20 -.10 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.25 -.05 11 2795 -2 22 -2 | VVVMA 0.30 .05 45 26626 0 -50 0
(09 Jan 10.00)VVVAB 5.35 .00 0 2303 -6 -6 -3 | VVVMB 1.04 .03 150 62067 1141 8390 119
(09 Jan 12.50)VVVAV 3.90 .00 0 4047 20 -303 8 | VVVMV 1.90 .18 0 22362 6 -1054 1
13.63 Current
(09 Jan 15.00)VVVAC 2.91 .11 81 9732 58 -45 17 | VVVMC 3.10 .22 15 23933 10 -269 3
(09 Jan 17.50)VVVAW 1.98 .08 13 6538 0 78 0 | VVVMW 4.70 .50 0 4270 0 20 0
(09 Jan 20.00)VVVAD 1.40 .00 44 10627 15 -71 2 | VVVMD 6.65 .70 0 2802 10 -10 7
(09 Jan 25.00)VVVAE .70 .00 55 15501 199 5546 14 | VVVME 11.50 1.16 3 811 -623 -613 -716
(09 Jan 30.00)VVVAF .40 .00 50 8040 0 287 0 | VVVMF 16.25 .02 0 5 0 0 0
(09 Jan 35.00)VVVAG .11 .00 0 6154 10 -287 0 | VVVMG 21.20 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .05 .00 0 9065 -746 -519 -4 | VVVMH 26.25 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .05 .00 0 931 25 25 0 | VVVMI 31.20 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .01 .00 0 2633 0 0 0 | VVVMJ 36.15 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 41.20 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 -2 0 | VVVML 46.20 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 51.20 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 -.03 160 1993 0 0 0 | VVVMN 56.20 6.00 0 0 0 0 0
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